高等数学下lecture ii第18讲高阶线性微分方程.pdfVIP

The nth - Order Linear Differential Equation The general form of the second – order linear differential equation is 2 d x dx +P (t ) +P (t )x = F (t ), 1 2 dt 2 dt where the unknown function x (t ) and its first and second – order derivatives all en s linear terms. If F (t ) ”0, then the equation is called second – order homogeneous linear differential equation; if F (t ) is not identically zero, then the equation is called a second – order nonhomogeneous linear differential equation. Generally, for an nth – order differential equation, if the unknown function and each of its derivatives appear linearly, then the equation is called an nth – order linear differential equation, or nth – order linear equation. 2 The nth - Order Linear Differential Equation For example ¢ ¢ y +py +qy = 0, where p , q are const a second – order homogeneous linear equation. ¢ ¢ y +py +qy = x , is a second – order nonhomogeneous linear equation. ¢ ¢2 y + y = x, ( ) is not a linear differential equation. We had learned how to find the solution of some type of first order differential equations. But to find the solution of high order differential equations is much harder than before. 3 The Structure of Solutions of Linear Differential Equations For convenience in writing, we introduce the symbol